Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50769.63 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45224.71 Kr¶

PnL: ---------------------------------------> -352.88 Kr¶

DD now: ---------------------------------> -4.425 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:28:38.605919'

Anic Portfolio¶

Today¶

Return: 0.036 %¶

This Week¶

Return: 0.036 %¶

Total portfolio value¶

Return including deposits: 66.207 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexatronic Group 15 4.030000 1093.200000 25.500000 2.390000 1067.700000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Orrön Energy 170 -2.460000 2055.300000 14.450000 0.710000 2040.850000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.890000 894.400000 11.200000 1.270000 883.200000
Platzer Fastigheter Holding B 12 -0.250000 960.000000 10.800000 1.140000 949.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
HEXPOL B 8 -0.250000 962.400000 7.200000 0.750000 955.200000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Hennes & Mauritz B 6 -0.640000 914.400000 4.440000 0.490000 909.960000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
SKF B 5 -1.030000 981.250000 3.250000 0.330000 978.000000
Sandvik 4 -1.210000 848.000000 2.400000 0.280000 845.600000
Latour B 4 -2.910000 855.200000 1.200000 0.140000 854.000000
ASSA ABLOY B 4 -1.350000 992.000000 1.200000 0.120000 990.800000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Biotage 1 -7.980000 145.200000 -2.300000 -1.560000 147.500000
Catena 2 -0.200000 800.400000 -3.200000 -0.400000 803.600000
JM 7 -1.890000 943.600000 -4.200000 -0.440000 947.800000
BHG Group 109 -5.670000 1414.820000 -4.360000 -0.310000 1419.180000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Byggmax Group 33 -2.150000 958.980000 -5.940000 -0.620000 964.920000
BioGaia B 8 -2.620000 893.600000 -8.800000 -0.980000 902.400000
Gränges 10 3.220000 1027.000000 -9.000000 -0.870000 1036.000000
Vitrolife 3 -2.370000 666.600000 -10.400000 -1.540000 677.000001
OX2 12 -4.230000 895.800000 -10.800000 -1.190000 906.600000
EQT 4 -2.940000 859.600000 -11.200000 -1.290000 870.800000
Investor B 3 -1.580000 644.400000 -13.600000 -2.070000 657.999999
Hoist Finance 36 -1.260000 986.400000 -21.600000 -2.140000 1008.000000
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Balco Group 39 -1.270000 1821.300000 -53.700000 -2.860000 1874.999997
Sedana Medical 93 -2.480000 2635.620000 -347.960000 -11.660000 2983.577733
TOTAL 45193.670000 -383.920000 -4.48371% 45577.591729

Updated:¶

'2023-06-19 14:26:55.555053'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶